Bayesian Capital Management’s Annaly Capital Management NLY Stock Holding History

Bayesian Capital Management’s Portfolio NLY Stock Details NLY Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2026 Q2	$207K	Sell	9,249 -17,200	-65%	-$380K	0.13%	199
2026 Q1	$559K	Buy	26,449 +8,649	+49%	+$197K	0.68%	47
2025 Q4	$398K	Buy	+17,800	New	+$388K	0.91%	31
2025 Q3	–	Sell	-45,500	Closed	-$856K	–	716
2025 Q2	$856K	Buy	+45,500	New	+$865K	0.14%	202
2025 Q1	–	Sell	-39,900	Closed	-$730K	–	852
2024 Q4	$730K	Buy	+39,900	New	+$779K	0.09%	297
2024 Q3	–	Sell	-11,200	Closed	-$213K	–	932
2024 Q2	$213K	Sell	11,200 -40,700	-78%	-$790K	0.02%	589
2024 Q1	$1.02M	Buy	+51,900	New	+$1M	0.1%	282
2023 Q3	–	Sell	-50,300	Closed	-$1.01M	–	886
2023 Q2	$1.01M	Buy	50,300 +38,200	+316%	+$742K	0.11%	260
2023 Q1	$231K	Sell	12,100 -34,800	-74%	-$734K	0.03%	573
2022 Q4	$989K	Buy	+46,900	New	+$923K	0.14%	182
2022 Q3	–	Sell	-3,425	Closed	-$81K	–	922
2022 Q2	$81K	Sell	3,425 -12,450	-78%	-$323K	0.02%	697
2022 Q1	$447K	Buy	+15,875	New	+$472K	0.07%	404
2021 Q2	–	Sell	-15,250	Closed	-$525K	–	569
2021 Q1	$525K	Sell	15,250 -9,425	-38%	-$319K	0.12%	219
2020 Q4	$834K	Buy	24,675 +20,725	+525%	+$641K	0.22%	129
2020 Q3	$112K	Sell	3,950 -4,775	-55%	-$138K	0.03%	477
2020 Q2	$229K	Buy	+8,725	New	+$216K	0.05%	413

Other funds holding NLY

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

Vanguard Capital Management Malvern, Pennsylvania $4.68T AUM

Vanguard Portfolio Management Malvern, Pennsylvania $2.22T AUM

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $2.3T AUM 54.33% 1-Year Est. Return

Allspring Global Investments Charlotte, North Carolina $65.2B AUM 39.42% 1-Year Est. Return

Norges Bank Oslo, Norway $1T AUM

Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return

Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return

Bayesian Capital Management's NLY Position: Q2 2026 in Review

Bayesian Capital Management reduced its Annaly Capital Management (NLY) stake by 65% in Q2 2026, selling an estimated $380K and leaving 9,249 shares worth $207K. The position accounts for 0.13% of the portfolio, ranked #199.

Bayesian Capital Management first reported a position in NLY in Q2 2020 and has held it in 16 quarters since. The position peaked at $1.02M in Q1 2024. 784 funds tracked by Wall St. Rank hold NLY as of Q2 2026.

Bayesian Capital Management held 9,249 shares of Annaly Capital Management worth $207K as of Q2 2026.
Bayesian Capital Management sold 17,200 Annaly Capital Management shares in Q2 2026, an estimated $380K.
Annaly Capital Management made up 0.13% of Bayesian Capital Management's portfolio in Q2 2026, its #199 holding.
Bayesian Capital Management first reported a position in Annaly Capital Management in Q2 2020 and has held it in 16 quarters since.
Bayesian Capital Management's Annaly Capital Management position peaked at $1.02M in Q1 2024.
784 funds tracked by Wall St. Rank held Annaly Capital Management as of Q2 2026.

Based on Bayesian Capital Management's 13F filing for Q2 2026, filed 14 Aug 2026.